+58.5%
ON vs PYPL
-81.9%
+140.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -3.1% |
| 7D | -2.2% | +1.7% | -3.9% | -3.0% |
| 30D | -12.4% | -9.7% | -2.7% | -9.1% |
| 3M | -41.2% | +29.2% | -70.4% | -49.2% |
| 6M | +25.0% | +13.9% | +11.1% | +13.8% |
| YTD | +31.3% | -8.1% | +39.4% | +30.6% |
| 1Y | +45.4% | -21.4% | +66.8% | +55.5% |
| 3Y | -27.4% | -11.8% | -15.6% | -29.5% |
| 5Y | +58.5% | -81.1% | +139.6% | +147.2% |
| All | +58.5% | -81.9% | +140.4% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PYPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling